Tag Archives: samples

Implementing MotiveWave Java samples and IQFeed data provider with no issue

Wow. What can I say? This Java software developers kit is quite powerful. In this video, I show how easy it is implement this with a Java Integrated Development Environment (IDE) like Eclipse. This is all explained in the document PDF you can easily download. This API looks pretty straightforward.

I have demonstrated the out of box strategies and studies. You can easily get these working them in the MotiveWave trading software.

I have also confirmed you can use DTN IQFeed as your data provider with Interactive Brokers as your broker for orders. You can open an account with literally nothing with IB so you don’t need data as you would a data providers like IQFeed. You can trade all major asset classes like stock, options/future, forex, crypto CFD, etc.

CryptoCompare or Coinogy can be your cyrpto data provider as well. Do realize you cannot trade in this asset class at this point.

Different pricing levels are available based on what you want to do but it can start at $99. Cheap when you think about it.

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More HFT coding samples

More HFT coding samples

I seem to be digging about this a lot:

Oanda C++ streaming code examples: http://developer.oanda.com/rest-live/sample-code/

 

http://web.stanford.edu/class/msande444/2009/2009Projects/2009-2/MSE444.pdf

 

http://www.wilmott.com/messageview.cfm?catid=10&threadid=95056

 

People seem to rave about this:  http://howtohft.blogspot.ca/2011/02/how-to-build-fast-limit-order-book.html?m=1Full archive here:  https://web.archive.org/web/20110314042933/http://howtohft.wordpress.com/

https://web.archive.org/web/20110219163448/http://howtohft.wordpress.com/2011/02/15/how-to-build-a-fast-limit-order-book/

This is a gem: https://web.archive.org/web/20110219155719/http://howtohft.wordpress.com/2011/02/15/bootstrapping-a-hft-firm/ http://howtohft.blogspot.ca/2012/07/tradingphysics-historical-totalview.html?m=1

https://www.quantnet.com/threads/how-to-build-a-high-frequency-trading-system.5516/ http://dspace.mit.edu/handle/1721.1/59122

 

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Infragistics trading chart video demo walkthru with source code of all out box application samples

Infragistics trading chart video demo walkthru with source code of all out box application samples

This contains everything with the exception of the Equity Trading application which is below. I can confirm I have all source code now for my Visual Studio

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Download our BRAND NEW samples for trading analysis for Mutual Funds and Indices performance from Canada and USA

Download our BRAND NEW samples for trading analysis for Mutual Funds and Indices performance from Canada and USA

Get our samples here s I just posted new scans of a promising market sector for Canada and USA

Get the sample here

Join our FREE newsletter to learn about our new trading analytics come full aboard

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Here are some code samples of Levy Process and Brownian Motion in in R Matlab C and C++

Here are some code samples of Levy Process and Brownian Motion in in R Matlab C and C++

As I dig further into this DB FX strategy to better understand these processses, I figured I would list some useful coding examples. I cannot work off theory alone as I need to see working examples in action.

Levy Process:

In C:

https://github.com/mlandis/creepy-jerk

On L ́evy Processes for Option Pricin with lots of Matlab functions: http://ddeville.me/static/media/research/univpm_thesis.pdf

Monte Carlo Simulation in C++/Matlab: http://www.math.lsa.umich.edu/~mityab/Monte-Carlo/

General easy to understand Powerpoint: Pure Jump Lévy Processes and Self-decomposability in Financia
Modelling  http://calvino.polito.it/~probstat/PRIN/Onalan.pdf

Exponential of Lévy processes as a stock price – Arbitrage opportunities, completeness and derivatives valuation (some Matlab)

http://edoc.hu-berlin.de/master/tisserand-marc-2006-07-25/PDF/tisserand.pdf

Complete BROWNIAN_MOTION_SIMULATION Simulation of Brownian Motion in M Dimensions in Matlab C C++ and Fortan

http://people.sc.fsu.edu/~jburkardt/m_src/brownian_motion_simulation/brownian_motion_simulation.html

Matlab Browninan motion function: http://www.mathworks.com/help/finance/bm.html;jsessionid=c2d3a6a9bff74b57c2809ad2d617

In simple R with Brownian Motion: http://probaperception.blogspot.ca/2012/10/generate-stock-option-prices-how-to.html

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Yet another book to consider The Encyclopedia of Trading Strategies with coding samples in C

I got a Youtube comment on my latest posting of the Trading System and Methods with C samples

Not withstandiong my previous comment, I would like to recommend the book “The Encyclopedia of Trading Strategies” by Katz and McCormick. In the past the authors sold the C code used to generate all their results. The scope of this book is mammoth. It is an old book but no way out-dated. Basically the book presents a systematic evaluation of many trading approaches, entries, exits etc

http://www.amazon.com/gp/reader/0070580995/ref=sib_dp_pt#reader-link

Holy when do these books end? This has code in C which could be more useful. From looking at the table of contents, it is not as exhaustive as Trading System and Methods. I will stick with it but may revisit this other “The Encyclopedia of Trading Strategies” book. When do all these books stop? It is endless

https://quantlabs.net/blog/2014/01/trading-method-and-systems-book-review-with-impact-on-my-programming-and-quant-strategies/

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Next Generation Trading Series with Quant HFT Skills Sets and Source Code Samples with reminder of intro webinars

Next Generation Trading Series with Quant HFT Skills Sets and Source Code Samples with reminder of intro webinars

 

HI there

I have posted a new video on email series I have composed to for those want to start an independent trading business with quant, high frequency trading, automated trading, skills, sample code, etc:

Watch this video:

I will be sending out info:

NEXT GENERATION TRADING INTRO

ž  Intro To Quant

ž  Intro To Automated Trading System & HFT

ž  Skills Required For Success

ž  Launching Your Career

Our trading infrastructure

ž  Our Trading Infrastructure for Next Generation Trading

ž  Prototyping and research tools

ž  Matlab and Simulink Implementation

ž  Microsoft trading technology platform

ž  IQFeed data

ž  Interactive Brokers for execution

How TO be like the billionaires

ž  Be a successful hedge fund manager? Learn how this Asian titan did it

ž  How to get started in quant finance, high frequency trading, automated algorithmic trading

Lucrative trading strategies

ž  Over 500 research papers from leading banks including

¡  Bank of America

¡  Barclays

¡  Goldman Sachs

¡  Lehman Brothers

JUMPSTART YOUR QUANT CAREER

ž  Many interview tips from first hand experience

¡  secret interview process at Bloomberg with sample C++ questions

¡  Java based interview questions from Morgan Stanley, Amazon, Yahoo,

¡  Citi Bank Java interview questions with answers

¡  Helpful C++ examples for quant job interviews with questions posted

JUMPSTART YOUR QUANT CAREER

ž  How To Build Top Skills in Matlab, HFT, Quantlib, MySQL, and More

ž  How to use Metatrader forex or stock data streaming for FREE! Export tick data

ž  How much programming skills do you need to be a profitable quant trader with an automated trading system like mine?

ž  Here is my update on Sql Server and dotnet c# could be the future of quant for trading platform

ž  3rd party software selected for stock charting in Office Excel with advantages of VBA

ž  C++ Samples

ž  Open Source API for trading algorithms? best way the get in to it [ Algorithms Trading]? book? Examples? tutorial?

Interested in this info? Register here:

http://quantlabs.net/

Reminder of:

IMPORTANT NOTE: I have posted the registration pages for these online events. As we are moving from GotoMeeting to GotoWebinar to host more visitors, the process is completely different. It looks like you need to register through GotoWebinar to get the event links. All your info is not put on any lists.

Introduction to Next Generation Trading with focus of Quant, Automated Trading,

Introduction to Next Generation Trading with focus of Quant, Automated Trading,

Tuesday, Oct 22, 2013, 7:00 PM

24 Members Went

Check out this Meetup →

Introduction to Next Generation Trading with focus of Quant, Automated Trading,

Tuesday, Oct 22, 2013, 7:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

18 Researching Traders Went

Oct 22 Introduction to Next Generation TradingThrough this online webinar, I will be giving brief and high level presentation on:What is Quant?What is automated trading and high frequency trading (HFT)?What are the skills to be successful?Q&A is the focus!Register at this link

Check out this Meetup →

Register here:

http://quantlabs.net/register-for-webinar-on-introduction-to-next-generation-trading-with-focus-of-quant-automated-trading/

My trading infrastructure for quant hft with DotNet Matlab Interactive Brokers

My trading infrastructure for quant hft with DotNet Matlab Interactive Brokers

Monday, Oct 28, 2013, 7:00 PM

33 Members Went

Check out this Meetup →

Trading infrastructure for quant hft with DotNet Matlab Interactive Brokers IQFe

Monday, Oct 28, 2013, 7:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

16 Researching Traders Went

Oct 28 Trading infrastructure for quant hft with DotNet Matlab Interactive Brokers IQFeedThrough this online webinar, I will be giving brief and high level presentation on:1. The Python vs R vs Matlab debate for research/prototyping purposes2. Why I use Matlab?3. The advantages of using Microsoft Windows and .NET technologies4. IQFeed rea…

Check out this Meetup →

Register here:

http://quantlabs.net/register-for-webinar-on-introduction-to-next-generation-trading-with-focus-of-quant-automated-trading-3/

For all local Toronto, our other din din takes place on Monday!

Our October social din din with trading ideas to be hashed out

Our October social din din with trading ideas to be hashed out

Monday, Oct 21, 2013, 7:00 PM

Milestone’s – North York – Empress Walk
5095 Yonge Street , UnitA13 Toronto, ON

2 Researching Traders Went

Our October social din din with trading ideas to be hashed outHere we are again for another social din din for Oct. This one will be different as I am now focusing on trading strategies for my business at QuantLabs.net. I am looking for them so details are at:http://quantlabs.net/academy/forum/quant-academy-forum/got-a-trading-idea-need-it-to-b…

Check out this Meetup →

http://www.meetup.com/quant-finance/events/145086672/

Hope this helps

Bryan

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Matlab Simulink Code Generated C++ samples posted

HI there

I have posted the version of source generated from Matlab’s Simulink. This will generate C++ but I hope to generate C as well. These were generated from known Matlab Simulink models out there but were successfully code generated. This will give the first view of what kind of C++ source code is generated  by Simulink Coder.

These can be viewed at either :

Note that these are for my Premium Members only.

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Let me know if you are interested in a live webinar on the latest topics posted.

Thanks Bryan

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Tough to find source code samples for popular algo strategies including VWAP, implementation shortfall etc. Can you help me locate these?

Tough to find source code samples for popular algo strategies including VWAP, implementation shortfall etc. Can you help me locate these?

Sill looking for coding samples of the following algo strategies:

1. VWAP

2. Implmentation shortfall

etc

This is difficult to find. Why? I know these are default strats within retail trading platform. If you got any samples source code repositories, let me know as I am looking. Just comment below:

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Quant analytics: How many samples do you need to make a decent forecast of time series 1 step ahead ?

Quant analytics:  How many samples do you need to make a decent forecast of time series 1 step ahead ?

And how many for 3, 6, 12 step ahead? What does it depend on ? Any help appreciated

—–

There is not, and cannot be, any universal answer because that would depend on the behavior of the process generating your data. If you are talking about a typical economic time series of the type people model as having seasonal and random components added to or multiplied by a long-term trend, then you would need at least a few years of data in order to have any hope of discerning any long-term trends underneath the seasonal and random components. But if your data come from a phenomenon without any seasonality, you would have a rather different sort of modeling problem. So it all depends.

 

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!